[R] regression using a lagged dependent variable as explanatory variable

From: giacomo moro <gmbegnis_at_yahoo.it>
Date: Sun 16 Oct 2005 - 01:33:40 EST

I would like to regress y (dependent variable) on x (independent variable) and y(-1). I have create the y(-1) variable in this way: ly<-lag(y, -1) Now if I do the following regression lm (y ~ x + ly) the results I obtain are not correct. Can someone tell me the code to use in R in order to perform a regression using as explanatory variable a lagged dependent variable? My best regards,



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